+211.0%
AEP vs CG
+274.5%
-63.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.0% | +0.2% |
| 7D | +2.5% | -1.5% | +4.0% | +2.6% |
| 30D | +3.4% | +5.7% | -2.3% | +2.8% |
| 3M | +4.2% | -17.9% | +22.1% | +5.9% |
| 6M | -0.8% | -20.2% | +19.4% | +1.0% |
| YTD | +15.2% | -32.0% | +47.2% | +18.7% |
| 1Y | +8.3% | -27.0% | +35.3% | +10.7% |
| 3Y | +84.2% | +42.8% | +41.4% | +69.2% |
| 5Y | +87.8% | -23.4% | +111.2% | +81.8% |
| All | +211.0% | +274.5% | -63.5% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling